Quick info
Gregor Kastner has worked on 3 packages so far. In total, Gregor Kastner has worked with 2 other authors on those packages. Nice teamwork!
Packages overview
Package details
| bayesianVARs | MCMC Estimation of Bayesian Vectorautoregressions |
| factorstochvol | Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models Gregor Kastner , Darjus Hosszejni , Luis Gruber |
| stochvol | Efficient Bayesian Inference for Stochastic Volatility (SV) Models Darjus Hosszejni , Gregor Kastner |